Anic Equity¶

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Total return since start: 0.618 %¶

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Equity now: -----------------------------> 49424.83 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45363.62 Kr¶

PnL: ---------------------------------------> 307.62 Kr¶

DD now: ---------------------------------> -6.957 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 10:55:53.761391'

Anic Portfolio¶

Today¶

Return: 1.128 %¶

This Week¶

Return: 0.247 %¶

Total portfolio value¶

Return including deposits: 61.804 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.960000 1676.880000 207.880000 14.150000 1468.999998
Sedana Medical 93 5.650000 2713.740000 192.740000 7.650000 2521.000011
Orrön Energy 180 4.110000 2141.100000 98.100000 4.800000 2043.000000
Atrium Ljungberg B 5 3.360000 984.500000 49.500000 5.290000 935.000000
Platzer Fastigheter Holding B 12 3.710000 1005.600000 44.600000 4.640000 960.999996
Sagax A 4 3.720000 892.000000 38.000000 4.450000 854.000000
Sagax B 4 2.720000 890.400000 36.400000 4.260000 854.000000
Catena 2 3.140000 828.400000 36.400000 4.600000 792.000000
JM 6 2.190000 897.000000 33.000000 3.820000 864.000000
Hoist Finance 35 0.170000 1006.250000 26.250000 2.680000 980.000000
Hexatronic Group 12 2.030000 987.840000 20.840000 2.160000 966.999996
Gränges 9 2.230000 948.600000 20.600000 2.220000 927.999999
Byggmax Group 33 1.870000 970.860000 14.860000 1.550000 956.000001
BioGaia B 8 0.770000 941.600000 11.600000 1.250000 930.000000
Bilia A 8 1.070000 909.600000 9.600000 1.070000 900.000000
HEXPOL B 9 -0.350000 1024.200000 3.200000 0.310000 1020.999996
Clas Ohlson B 12 0.120000 975.600000 2.600000 0.270000 972.999996
AcadeMedia 8 0.700000 403.600000 1.600000 0.400000 402.000000
EQT 4 0.480000 832.000000 0.000000 0.000000 832.000000
Biotage 7 -0.890000 934.500000 -6.500000 -0.690000 940.999997
ASSA ABLOY B 3 -0.580000 771.300000 -7.700000 -0.990000 779.000001
Alimak Group 11 0.000000 917.400000 -10.600000 -1.140000 927.999996
OX2 13 -0.210000 938.600000 -11.400000 -1.200000 949.999999
Creaspac SPAC 39 0.210000 3705.000000 -13.000000 -0.350000 3717.999987
VEF 909 0.600000 1828.910000 -21.090000 -1.140000 1850.000436
Nordic Waterproofing Holding 7 -0.150000 942.200000 -24.800000 -2.560000 966.999999
SKF B 5 -2.070000 912.750000 -27.250000 -2.900000 940.000000
Addnode Group B 11 -1.460000 888.250000 -32.750000 -3.560000 921.000003
Indutrade 5 1.590000 1179.500000 -38.500000 -3.160000 1218.000000
Vitec Software Group B 2 0.580000 1048.000000 -39.000000 -3.590000 1087.000000
Latour B 4 -0.340000 815.200000 -41.800000 -4.880000 857.000000
Hexagon B 26 0.650000 3412.500000 -48.500000 -1.400000 3461.000010
BHG Group 97 3.220000 1398.740000 -60.260000 -4.130000 1458.999989
Bufab 3 -1.140000 1041.000000 -68.000000 -6.130000 1109.000001
INVISIO 16 0.000000 3600.000000 -89.000000 -2.410000 3689.000000
TOTAL 45363.620000 307.620000 -6.95688% 45056.000411

Updated:¶

'2023-07-04 10:56:10.499345'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶